In this tutorial we will derive the equations that govern autocorrelation of fluorescence intensities. The important points of this section are:

See the Detailed Derivations below for in-depth mathematical derivations of these relationships.
Let us begin by considering an important property of random processes, such as translational diffusion. The concentration of a beaker containing a number of molecules is a constant because the total number of molecules in the beaker is constant. However, if we focus on a very small subvolume, such as the confocal volume, VC, often used in fluorescence correlation spectroscopy (FCS) (see What is the Confocal Volume?), then there will be an average number of molecules in the volume, <N>, and fluctuations, say due to random diffusion, of this number about this average which we shall call δN. It is a property of randomly distributed processes that
where <(δN)2> is the sample variance calculated as follows:
If one has a property like concentration or fluorescence intensity that is proportional to the number of molecules, then
where <I> is the average fluorescence intensity and q is a multiplier.
If we “normalize” by dividing by <I>2 = q2<N>2, we get that
This is a convenient way to eliminate the proportionality constant from the relationship between intensity fluctuations and average particle number by incorporating the easily calculated average intensity quantity, <I>.
Equation 2, above, is reminiscent of the definition of the correlation coefficient, R, between two variables x and y:
If x = y, then the variables are completely correlated and we get
In Equation 4, above, we introduced a slightly different normalization that eliminates the proportionality constant. If we use this normalization to define a new coefficient, g, we get
where our normalization incorporates two variables, x and y, instead of only one variable, I (as in Equation 4).
If x = y, g does not go to 1, but instead reduces to
If we make x = y = I, Equation 8 becomes Equation 4, and we get
As an alternative measurement of correlation, instead of calculating g (Equation 5), the relationship between the fluctuations δx and δy, we can calculate, G, the relationship between x and y, such that
Now, if we make x = y = I, Equation 10 becomes
We know that each intensity value can be defined in terms of its deviation from the average intensity as I = <I> + δI. Plugging this relationship into Equation 11 yields
Recognizing that because random processes exhibit as many deviations below the mean as above it (<δI> = 0), we have that
Finally, using the relationship from Equation 4 again, we get
We can generalize this a bit and consider not just the correlation of intensities with themselves, but between intensities and the intensities at some time, Δt, later. We define these so called autocorrelation functions as
Where the relationship between G(Δt) and g(Δt) still holds:
For the case that Δt = 0, we are back to Equation 14, such that